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Does Consumption Respond More Strongly to Stock Market Declines Than to Increases?
15 references·7 citing·29 second hop
Does Consumption Respond More Strongly to Stock Market Declines Than to Increases? (2000)Does Consumption Respond More Strongly to…A Monetary History of the United States, 1867-1960 (2017)A Monetary History of the Uni…Testing for a Unit Root (1993)Testing for a Unit RootNonstationarity and Level Shifts With an Application to Purchasing Power Parity (1992)Nonstationarity and Level Shi…Nonstationary and Level Shifts With An Application To Purchasing Power Parity (1991)Nonstationary and Level Shift…The Great Crash and the Onset of the Great Depression (1990)The Great Crash and the Onset…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Stochastic Implications of th…Did Monetary Forces Cause the Great Depression? (1977)Did Monetary Forces Cause the…Did Monetary Forces Cause the Great Depression? (1977)Did Monetary Forces Cause the…Illiquidity, Consumer Durable Expenditure, and Monetary Policy (1976)Illiquidity, Consumer Durable…Did Monetary Forces Cause The Great Depression (1976)Did Monetary Forces Cause The…The Stock Market and the Economy (1975)The Stock Market and the Econ…A Monetary History of the United States 1867-1960 (1964)A Monetary History of the Uni…Wealth shocks, credit conditions and asymmetric consumption response: Empirical evidence for the UK (2013)Wealth shocks, credit conditi…Asymmetric monetary policy towards the stock market: A DSGE approach (2013)Asymmetric monetary policy to…Has the Fed Reacted Asymmetrically to Stock Prices? (2012)Has the Fed Reacted Asymmetri…TESTING CONSUMERS' ASYMMETRIC PERCEPTION OF CHANGES IN HOUSEHOLD FINANCIAL SITUATION (2010)TESTING CONSUMERS' ASYMMETRIC…INDIA'S DEMAND FOR GOLD: SOME ISSUES FOR ECONOMIC DEVELOPMENT AND MACROECONOMIC POLICY (2008)INDIA'S DEMAND FOR GOLD: SOME…Decomposing Consumer Wealth Effects: Evidence on the Role of Real Estate Assets Following the Wealth Cycle of 1990-2002 (2006)Decomposing Consumer Wealth E…Consumption asymmetry and the stock market: Empirical evidence (2006)Consumption asymmetry and the…Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Testing for a unit root in variables with a double change in the mean (1998)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (2006)Bounds testing approaches to the analysis of level relationships (2001)The Household Balance Sheet and the Great Depression (1978)Asymmetric Information and Financial Crises: A Historical Perspective (1990)Fundamentals, Panics, and Bank Distress During the Depression (2003)The relationship between energy consumption, energy prices and economic growth: time series evidence from Asian developing countries (2000)Tourism as a Long-Run Economic Growth Factor: An Empirical Investigation for Greece Using Causality Analysis (2004)EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?* (2009)Financial Contagion (2000)The Great Depression and the Friedman-Schwartz Hypothesis (2003)The new financial order: risk in the 21st century (2003)Really Uncertain Business Cycles (2012)Bank Runs, Deposit Insurance, and Liquidity (1983)Trends and random walks in macroeconomic time series (1988)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence3,581 cited
  • 2017A Monetary History of the United States, 1867-19602,467 cited
  • 1964A Monetary History of the United States 1867-19602,110 cited
  • 1992Nonstationarity and Level Shifts With an Application to Purchasing Power Parity1,230 cited
  • 1993Testing for a Unit Root872 cited
  • 1990The Great Crash and the Onset of the Great Depression652 cited
  • 1976Did Monetary Forces Cause The Great Depression385 cited
  • 1975The Stock Market and the Economy199 cited
  • 1991Nonstationary and Level Shifts With An Application To Purchasing Power Parity189 cited
  • 1977Did Monetary Forces Cause the Great Depression?137 cited
  • 1977Did Monetary Forces Cause the Great Depression?135 cited
  • 1976Illiquidity, Consumer Durable Expenditure, and Monetary Policy125 cited

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Cited by

  • 2006Consumption asymmetry and the stock market: Empirical evidence127 cited
  • 2008INDIA'S DEMAND FOR GOLD: SOME ISSUES FOR ECONOMIC DEVELOPMENT AND MACROECONOMIC POLICY30 cited
  • 2012Has the Fed Reacted Asymmetrically to Stock Prices?25 cited
  • 2013Wealth shocks, credit conditions and asymmetric consumption response: Empirical evidence for the UK21 cited
  • 2013Asymmetric monetary policy towards the stock market: A DSGE approach19 cited
  • 2006Decomposing Consumer Wealth Effects: Evidence on the Role of Real Estate Assets Following the Wealth Cycle of 1990-200214 cited
  • 2010TESTING CONSUMERS' ASYMMETRIC PERCEPTION OF CHANGES IN HOUSEHOLD FINANCIAL SITUATION4 cited